Hi Phoenix,
There is no other shipping option as in the drop down used at checkout, but the way I get around this is to introduce a handling charge in each product.
I sell a variety of items which all weigh hugely different amounts and therefore have widely varying postal / courier costs.
So, in my own case, I use the three shipping options as base points for 1) Ireland, 2) Europe and 3) Rest of world (I'm in The Republic of Ireland).
Then I reflect the differences in shipping costs in each product by unchecking the "Apply Default" box and then setting a handling fee. This will be added to the shipping costs at checkout. So, if you set your three base options at the minimum postal rate for each destination and then enable the handling fee on the products that need the extra costs applied. It works a treat.
Dave